Koss Backtesting

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KOSS -- USA Stock  

USD 1.48  0.12  8.82%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Koss Corporation and determine expected loss or profit from investing in Koss over given investment horizon. Please see Koss Hype Analysis, Koss Correlation, Koss Valuation, Koss Volatility as well as analyze Koss Alpha and Beta and Koss Performance.

Koss 'What if' Analysis

No Change 0.00  0.0 
In 2 months and 31 days
If you would invest  0.00  in Koss on April 8, 2020 and sell it all today you would earn a total of 0.00 from holding Koss Corporation or generate 0.0% return on investment in Koss over 90 days. Koss is related to or competes with Hamilton Beach, LG Display, Emerson Radio, Mohawk Group, GoPro, Turtle Beach, and IRobot. Koss Corporation, together with its subsidiaries, designs, manufactures, and sells stereo headphones and related accesso...

Koss Upside/Downside Indicators

Downside Deviation5.7
Information Ratio0.0984
Maximum Drawdown53.25
Value At Risk(9.09)
Potential Upside13.9

Koss Market Premium Indicators

Risk Adjusted Performance0.2854
Jensen Alpha0.9296
Total Risk Alpha0.0557
Sortino Ratio0.1484
Treynor Ratio1.63

Koss Backtested Returns

Koss is abnormally volatile given 3 months investment horizon. Koss has Sharpe Ratio of 0.14, which conveys that the firm had 0.14% of return per unit of risk over the last 3 months. Our standpoint towards estimating the risk of a stock is to use both market data as well as company specific technical data. We were able to analyze twenty-one different technical indicators, which can help you to evaluate if expected returns of 1.28% are justified by taking the suggested risk. Use Koss mean deviation of 5.65, risk adjusted performance of 0.2854, and downside deviation of 5.7 to evaluate company specific risk that cannot be diversified away. Koss holds a performance score of 9 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of 0.6801, which conveys possible diversification benefits within a given portfolio. Let's try to break down what Koss's beta means in this case. As returns on the market increase, Koss returns are expected to increase less than the market. However, during the bear market, the loss on holding Koss will be expected to be smaller as well. Although it is vital to follow to Koss price patterns, it is good to be conservative about what you can do with the information regarding equity historical price patterns. Our philosophy towards estimating future performance of any stock is to look not only at its past charts but also at the business as a whole, including all fundamental and technical indicators. To evaluate if Koss expected return of 1.28 will be sustainable into the future, we have found twenty-one different technical indicators, which can help you to check if the expected returns are sustainable. Use Koss information ratio and downside variance to analyze future returns on Koss.
AdviceVolatility TrendExposureCorrelations
15 days auto-correlation 0.45 
correlation synergy

Average predictability

Koss Corporation has average predictability. Overlapping area represents the amount of predictability between Koss time series from 8th of April 2020 to 23rd of May 2020 and 23rd of May 2020 to 7th of July 2020. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Koss price movement. The serial correlation of 0.45 indicates that just about 45.0% of current Koss price fluctuation can be explain by its past prices.
Correlation Coefficient0.45
Spearman Rank Test0.09
Residual Average0.0
Price Variance0.04

Koss lagged returns against current returns

 Current and Lagged Values 

Koss regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Koss Lagged Returns

 Regressed Prices 

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Please see Koss Hype Analysis, Koss Correlation, Koss Valuation, Koss Volatility as well as analyze Koss Alpha and Beta and Koss Performance. Please also try Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.
Macroaxis is not a registered investment advisor or broker/dealer. All investments, including stocks, funds, ETFs, or cryptocurrencies, are speculative and involve substantial risk of loss. We encourage our investors to invest carefully. Much of our information is derived directly from data published by companies or submitted to governmental agencies which we believe are reliable, but are without our independent verification. Therefore, we cannot assure you that the information is accurate or complete. We do not in any way warrant or guarantee the success of any action you take in reliance on our statements or recommendations. Also, note that past performance is not necessarily indicative of future results. All investments carry risk, and all investment decisions of an individual remain the responsibility of that individual. There is no guarantee that systems, indicators, or signals will result in profits or that they will not result in losses. All investors are advised to fully understand all risks associated with any investing they choose to do. Hypothetical or simulated performance is not indicative of future results. We make no representations or warranties that any investor will, or is likely to, achieve profits similar to those shown because hypothetical or simulated performance is not necessarily indicative of future results. For more information please visit our terms and condition page